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Old November 4th, 2009, 11:04 PM
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Default Is the distribution Gaussian

Let X1, X2, ...., Xn be n random variable each having Gaussian Distribution with mean u and standard deviation s.
Can I say that the distribution of {(X1+X2)/(X1+X2+...+Xn)} is Gaussian? If yes what is the value of its mean and standard deviation?

Last edited by pan137; November 4th, 2009 at 11:05 PM. Reason: Correction of typo errors
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Old November 5th, 2009, 12:35 AM
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Let W=X1+X2 and Z=X3+...+Xn

so, the question is the same as W/(W+Z)being normal,which I doubt.

W\sim N(2\mu, 2\sigma^2) and Z\sim N((n-2)\mu, (n-2)\sigma^2)
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Old November 5th, 2009, 05:17 AM
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Quote:
Originally Posted by matheagle View Post
Let W=X1+X2 and Z=X3+...+Xn

so, the question is the same as W/(W+Z)being normal,which I doubt.

W\sim N(2\mu, 2\sigma^2) and Z\sim N((n-2)\mu, (n-2)\sigma^2)
Just to add to this fine reply - Read these:

Ratio distribution - Wikipedia, the free encyclopedia

http://math.tntech.edu/ISR/Introduct...newnode16.html
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